GrapefruitIsAwesome's answer is right in mentioning that Friis noise formula says to put the most amplification possible as far up front as possible to minimize overall noise figure, but I'd like to add that you often have no choice:
If you have another signal out of the frequency band you're interested in, it will still be amplified. Now, if amplifiers were perfectly linear (and used no power for amplification), that's not a problem – either it gets filtered out before or after, same effect.
Sadly, amplifiers are not linear. Meaning that if you have a strong signal out of band, it can saturate your amplifier, meaning that its output is no longer simply a multiple of the input. Any nonlinearity like that is distortion, and even worse, leads to intermodulation, so that you get signals into your band that weren't in your band before.
So, in most practical wireless systems, while you want as much amplification as close to the antenna as possible, you need something to keep the out-of-band (OOB) interference out of your amplifier. Sometimes, having an antenna is selective enough. Rarely, you know your signal of interest is the strongest signal (with enough margin) that your antenna picks up, anyway. Then you don't need a prefilter. But honestly, more often than not, you want some kind of selectivity in front of your first amplifier stage, because what good is a noise figure that's better by the loss of the filter (usually, very low single-digit dB!) if in exchange you get the noise of a hundred bandwidths mixed into your signal of interest, with some unknown, fluctuating intensity.
There's also the power efficiency and price argument. If you can reduce the dynamic range your amplifier needs to be linear over, because you need to worry less about OOB interferers, then that means you can operate the amplifier closer to saturation, which makes it more power efficient. Or, you can choose a cheaper amplifier, and invest the money you've saved into a filter with lower passband loss (thus reducing the loss in overall noise figrue